+3,820.2%
O vs EL
+1,831.4%
+1,988.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +9.4% | +12.3% | -2.9% | +6.2% |
| 3M | -2.4% | +28.4% | -30.8% | -8.8% |
| 6M | -1.9% | +36.7% | -38.6% | -10.3% |
| YTD | +10.5% | +8.4% | +2.1% | +5.1% |
| 1Y | +10.0% | +25.4% | -15.4% | +0.5% |
| 3Y | +40.5% | +3.4% | +37.0% | +27.2% |
| 5Y | +10.2% | -64.8% | +75.0% | +30.8% |
| 10Y | +82.5% | +63.0% | +19.5% | +38.0% |
| All | +3,820.2% | +1,831.4% | +1,988.8% | +1,543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling